Signals and Systems Course # EE 2235

Lecture #5 Topic: Systems and Linear Systems

Additional Study: Analysis of Linear Systems by D. K. Cheng, Chapter 1 & 2

Systems: A system is an operation that transforms input signal x into output signal y.

Types of Signals:

Linear systems:
• A system takes a signal as an input and transforms it into another signal
• Linear systems play a crucial role in most areas of science
– Closed form solutions often exist
– Theoretical analysis is considerably simplified
– Non-linear systems can often be regarded as linear, for small perturbations, so-called
linearization
• For the remainder of the lecture/course we’re primarily going to be considering Linear, Time
Invariant systems (LTI) and consider their properties

Examples of Simple Systems:

To get some idea of typical systems (and their properties), consider the electrical circuit example:
dvc (t ) 1 1
 vc (t )  vs (t ) which is a first order, CT differential equation.
dt RC RC

Examples of first order, DT difference equations: y[n]  x[n]  1.01y[n 1] where y is the monthly bank
balance, and x is monthly net deposit.

RC k
v[n]  v[n  1]  f [n] which represents a discretised version of the electrical circuit
RC  k RC  k

d 2 y(t ) dy (t )
Example of second order system includes: a 2
b  cy (t )  x(t ) System described by order and
dt dt
parameters (a, b, c)

Some Examples of Systems

Electrical system: An RLC circuit
 di(t )
Ri (t )  L  y (t )  x(t )
dt
dy(t )
i (t )  C
dt

d 2 y (t ) dy(t )
LC 2
 RC  y (t )  x(t )
dt dt
Mechanical System:

d 2 y (t ) dy (t )
M 2
 x(t )  Ky (t )  D
dt dt

2
d y (t ) dy (t )
M 2
D  Ky (t )  x(t )
dt dt
Here, x(t) – applied force, K-spring constant, D- damping constant, y(t) – displacement from rest
Observation: Very different physical systems may be modeled mathematically in very similar ways.

Thermal system: Cooling Fin in steady state

Here, t= distance along rod, y(t) = Fin temperature as a function of time, x(t) surrounding temperature
along the Fin
d 2 y (t )
 k[ y (t )  x(t )]
dt 2
y (T0 )  y 0
dy
(T1 )  0
dt
Observation:
 Independent variable can be something other than time, such as space.
 Such systems may, more naturally, have boundary conditions, rather than “initial” conditions.

Financial system:
Fluctuations in the price of zero-coupon bonds
t = 0 Time of purchase at price , y0
t = T Time of maturity at value yT
y(t) = Values of bond at time t
x(t)= Influence of external factors on fluctuations in bond price
d 2 y (t )  dy (t ) 
 f  y (t ), , x1 (t ), x2 (t ),, x N (t ), t 
dt 2
 dt 
y (0)  y0
y (T )  yT
Observation: Even if the independent variable is time, there are interesting and important systems which
have boundary conditions.

Dynamics of an aircraft or space vehicle

An algorithm for analyzing financial and economic factors to predict bond prices
An algorithm for post-flight analysis of a space launch
An edge detection algorithm for medical images

Systems Interconnections:

 An important concept is that of interconnecting systems

o To build more complex systems by interconnecting simpler subsystems
o To modify response of a system
 Signal flow (Block) diagram

System Linearity: Specifically, a linear system must satisfy the two properties:
1 Additive: the response to x1(t)+x2(t) is y1(t) + y2(t)
2 Scaling: the response to ax1(t) is ay1(t) where aC
Combined: ax1(t)+bx2(t)  ay1(t) + by2(t)
E.g. Linear y(t) = 3*x(t) why?
Non-linear y(t) = 3*x(t)+2, y(t) = 3*x2(t) why?
(equivalent definition for DT systems)

System Properties: Why?

 Important practical/physical implications
 They provide us with insight and structure that we can exploit both to analyze and understand
systems more deeply.

Stability:
A system is said to be bounded input-bounded output (BIBO) stable if and only if every bounded input
results in a bounded output. The output of such a system does not diverge if the input does not diverge.

The operator H is BIBO stable if the output signal y(t) satisfies the condition
| y(t ) | M y   for all t
Whenever the input x(t) signals satisfy the condition
| x(t ) | M x   for all t
Both Mx and My represent finite positive numbers

Example 1.9: show that the moving-average system described by the input-output relation
y[n]  x[n]  x[n  1]  x[n  2] is BIBO stable.
1
3
Answer: Assume, | x[n] | M x   for all n

Using the input-output relation, y[n]  x[n]  x[n  1]  x[n  2]

1
3
We may write,
1
| y[n] |  x[n]  x[n  1]  x[n  2]
3

1
| x[n] |  | x[n  1] |  | x[n  2] |
3

1
M x  M x  M x 
3
 Mx
Hence, |y[n]| is always less than the maximum value of |x[n]| for all value of n, which shows that the
moving-average system is stable.

Example 1.10: Consider a discrete-time system whose input-output relation is defined by y[n]  r x[n] ,
n

where r>1. Show that the system is unstable.

Answer: Assume input signal x[n] satisfies the condition, | x[n] | M x   for all n

Using the input-output relation, y[n]  x[n]  x[n  1]  x[n  2]

1
3
We may write,
y[n] || r n x[n] || r n | . | x[n] |
With r>1, rn → diverges for increasing n
Therefore, bounded input signal does not guarantee a bounded output signal, so the system is unstable.

Causality:
 A system is causal if the output does not anticipate future values of the input, i.e., if the output at any
time depends only on values of the input up to that time.
 All real-time physical systems are causal, because time only moves forward. Effect occurs after
cause. (Imagine if you own a noncausal system whose output depends on tomorrow’s stock price.)
 Causality does not apply to spatially varying signals. (We can move both left and right, up and
down.)
 Causality does not apply to systems processing recorded signals, e.g. taped sports games vs. live
broadcast.
Mathematically (in CT): A system x(t) →y(t) is causal if

When x1(t) →y1(t) x2(t) →y2(t)

And x1(t) = x2(t) for all t≤ to
Then y1(t) = y2(t) for all t≤ to

State whether the systems are Causal or Non-causal

y(t )  x 2 (t  1) : y(5) depends on x(4) → Causal
y (t )  x(t  1) : y(5) depends on future → noncausal
y[n]  x[n] : y[5]=x[-5] ok, but y[-5]=x[5] depend on future → Causal
n 1
1
y[n]    x 3 [n  1] : y[5] depend on x[4] → Causal
2

Time-invariance:
Informally, a system is time-invariant (TI) if its behavior does not depend on what time it is.

Mathematically (in DT): A system x[n] → y[n] is TI if for any input x[n] and anytime shift n0,
 If x[n] →y[n] , then x[n -n0] →y[n -n0] .
Similarly for a CT time-invariant system,
If x(t) →y(t), then x(t -to) →y(t -to)

Check whether the system is TI or time-varying?

y(t )  x 2 (t  1) : Time Invariant (TI)
n 1
1
y[n]    x 3 [n  1] : Time-varying
2

Fact: If the input to a TI System is periodic, then the output is periodic with the same period. “Proof”:
Suppose
x(t + T) = x(t)
and x(t) →y(t)
Then by TI
x(t + T) → y(t + T)
These are the same input So these must be the same output
,i.e., y(t) = y(t + T).

System with and without memory

A system is said to process memory if its oytout signal depends on pass values of the input signal .

• A system is said to be memoryless if its output for each value of the independent variable at a given
time is dependent on the output at only that same time (no system dynamics)
y[n]  (2 x[n]  x 2 [n]) 2

 e.g. a resistor is a memoryless CT system where x(t) is current and y(t) is the voltage
1 1
x(t )  y (t )  i(t )  v(t )
R R
 An inductor has memory, since the current x(t) flowing through it is related to the applied voltage
v(t) as follows:
t t

 y( )d 
1 1
x(t )   i(t )  v( )d
L L
 
The memory of an inductor extends into the infinite past.
 The moving average system describe by the input-output relation
y[n]  x[n]  x[n  1]  x[n  2] has memory, since the values of output signal y[n] at time n
1
3
depends on the present and two past values of the input signal x[n].

n
• A DT system with memory is an accumulator (integrator) y[n]  k  
x[k ]

and a delay y[n]  x[n  1]

• Roughly speaking, a memory corresponds to a mechanism in the system that retains information
about input values other than the current time.
y[n]  k  x[k ]  x[n]  y[n  1]  x[n]
n1

Invertibility: A system is said to be invertible if the input of the system can be recovered from the system
output
Let the operator H represent a continuous-time system, with the input signal x(t) producing the output
signal y(t).
The output of the second system is defined by

H 1{ y(t )}  H 1{H {x(t )}}

 H 1 H {x(t )}
Linearity:
A system is said to be linear if it satisfies the principle of superposition. That is, the response of a linear
system to a weighted sum of input signals is equal to the same weighted sum of output signals, each
output signal being associated with a particular input signal acting on the system independently of all the
other input signals. A system that violets the principle of superposition is said to be nonlinear.
Let, H represents a continuous time system, Let signal applied to the system input be defined by the
weighted sum
N
x(t )   a x (t )
i 1
i i

Where, x1(t), x2(t), …, xN(t) denotes a set of input signals, and a1, a2, …, aN denote the corresponding
weighting factors. The resulting output signal is written as –



N 

 i 1

y(t )  H {x(t )}  H  ai xi (t )
 

If the system is linear, we may express the output signal y(t) of the system as
N
y(t )   a y (t ) ,
i 1
i i

where, yi(t) is the output of the system in response to the input xi(t) acting alone.

Linear and non-linear system:

 Many systems are nonlinear. For example: many circuit elements (e.g., diodes), dynamics of aircraft,
econometric models,…
 However, in 6.003 we focus exclusively on linear systems.
 Why we exclusively focus on linear systems?
o Linear models represent accurate representations of behavior of many systems (e.g., linear
resistors, capacitors, other examples given previously,…)
o Can often linearize models to examine “small signal” perturbations around “operating points”
o Linear systems are analytically tractable, providing basis for important tools and considerable
insight
Linearity: A CT system is linear if it has the superposition property:

Properties of Linear systems:

 Superposition:
If xk [n]  y k [n] , Then,  a x [ n]   a
k
k k
k
k y k [ n]

 For Linear system, zero input → zero output

Proof: 0=0.x[n] → 0.y*n+=0
 A linear system is causal if and only if it satisfies the condition of initial rest: